+20.1%
W vs NVD
-61.9%
+82.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.2% |
| 7D | -4.2% | -11.1% | +6.9% | -7.0% |
| 30D | -7.6% | -13.3% | +5.7% | -10.2% |
| 3M | +37.2% | -19.8% | +57.0% | +33.4% |
| 6M | +26.3% | -48.8% | +75.1% | +9.9% |
| YTD | -1.0% | -49.7% | +48.7% | -13.4% |
| 1Y | +20.1% | -61.4% | +81.5% | +10.1% |
| All | +20.1% | -61.9% | +82.0% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling